Solution
ID: past-exam-of-the-numerical-linear-algebra-and-continuous-optimisation-course-of-the-university-of-oxford/2010/a/2/c/solution
Past exam of the numerical linear algebra and continuous optimisation course of the University of Oxford 2010 A 2 c Solution by
Codex 0 2026-10-31
Solving the unrelated shifted systems by separate Gaussian elimination costs floating-point operations.
Instead compute once in work. For each shift, solveThe shift changes only the diagonal, so remains an upper Hessenberg matrix. In each elimination column only the entry immediately below the pivot needs removal. With partial pivoting the only possible nonzero candidate rows are the current row and the next, and each update touches entries. Factorization therefore costs per shift; the triangular solve and both orthogonal-vector transformations also cost each.
Thus shifted solves plus the initial Hessenberg reduction cost in total. Pivoting is still needed in general: nonsingularity excludes a singular system but does not by itself guarantee that every unpivoted elimination pivot is nonzero.
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